- coherent measure
- мат.когерентная мера
English-Russian scientific dictionary. 2008.
coherent measure
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Coherent states in mathematical physics — Coherent states have been introduced in a physical context, first as quasi classical states in quantum mechanics, then as the backbone of quantum optics and they are described in that spirit in the article Coherent states (see also [1]). However … Wikipedia
Coherent risk measure — In the field of financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function … Wikipedia
Coherent states — In quantum mechanics a coherent state is a specific kind of quantum state of the quantum harmonic oscillator whose dynamics most closely resembles the oscillating behaviour of a classical harmonic oscillator. It was the first example of quantum… … Wikipedia
Coherent backscattering — In physics, coherent backscattering is observed when coherent radiation (such as a laser beam) propagates through a medium which has a large number of scattering centers (such as milk or a thick cloud) of size comparable to the wavelength of the… … Wikipedia
Coherent state — In quantum mechanics a coherent state is a specific kind of quantum state of the quantum harmonic oscillator whose dynamics most closely resemble the oscillating behaviour of a classical harmonic oscillator system. It was the first example of… … Wikipedia
Coherent information — The coherent information is an entropy measure used in quantum information theory. It is a property of a quantum state ρ and a quantum channel ; intuitively, it attempts to describe how much of the quantum information in the state will remain… … Wikipedia
Spectral risk measure — A Spectral risk measure is a risk measure given as a weighted average of outcomes (which are standardly assumed to be equiprobable) where bad outcomes are included with larger weights. Definition Consider a portfolio X. There are S equiprobable… … Wikipedia
Dynamic risk measure — In financial mathematics, a conditional risk measure is a random variable of the financial risk (particularly the downside risk) as if measured at some point in the future. A risk measure can be thought of as a conditional risk measure on the… … Wikipedia
Deviation risk measure — In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method than a general risk measure. Deviation risk measures generalize the concept of standard… … Wikipedia
Risk measure — Financial institutions, such as banks or insurance companies are required to hold cash reserves as a cushion against default. A Risk measure is used to determine the amount of cash that is required to make the risk acceptable to the regulator.… … Wikipedia
Mathematics and Physical Sciences — ▪ 2003 Introduction Mathematics Mathematics in 2002 was marked by two discoveries in number theory. The first may have practical implications; the second satisfied a 150 year old curiosity. Computer scientist Manindra Agrawal of the… … Universalium
